| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 141.52% | 86.56% |
| Max Drawdown | -31.12% | -93.44% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 0.85 | 0.5 |
| Payoff Ratio | 1.26 | 1.01 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.85 | 0.54 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 64.68 | 2.83 |
| Outlier Loss Ratio | 3.01 | 2.4 |
| Volatility (ann.) | 14.18% | 50.68% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.93 | 0.21 |
| Skew | 4.01 | 0.45 |
| Kurtosis | 158.41 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.07% | 1.46% |
| Expected Yearly % | 24.66% | 16.87% |
| Kelly Criterion | 9.76% | 0.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.32% |
| Expected Shortfall (cVaR) | -1.2% | -4.32% |
| Year | 12338194:SOLUSD | 12338194:solusd:triple_med_gx:zlema70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 29.31 | -0.33 | + |
| 2023 | 921.46 | 83.90 | 0.09 | - |
| 2024 | 85.41 | -20.78 | -0.24 | - |
| 2025 | -8.87 | 28.19 | -3.18 | + |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.85% | 36.47% |
| 6M | 20.77% | -8.22% |
| YTD | 28.19% | -8.87% |
| 1Y | 10.06% | 7.09% |
| 3Y (ann.) | 33.38% | 63.14% |
| 5Y (ann.) | 28.82% | 19.61% |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Max Drawdown | -31.12% | -93.44% |
| Longest DD Days | 379.0 | 703.0 |
| Avg. Drawdown | -5.72% | -14.47% |
| Avg. Drawdown Days | 45.0 | 50.0 |
| Recovery Factor | 4.55 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-18 | -31.12 | 379 |
| 2025-02-04 | 2025-07-17 | -19.44 | 163 |
| 2023-02-02 | 2023-06-10 | -14.55 | 127 |
| 2022-08-11 | 2022-11-10 | -13.70 | 91 |
| 2022-04-14 | 2022-08-11 | -8.12 | 118 |
| 2023-11-25 | 2023-12-20 | -8.09 | 24 |
| 2025-02-01 | 2025-02-03 | -7.66 | 2 |
| 2023-01-31 | 2023-02-01 | -6.65 | 1 |
| 2022-11-11 | 2022-12-30 | -5.48 | 49 |
| 2022-04-12 | 2022-04-14 | -4.21 | 1 |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 24.31% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 34.96% | 140.02% |
| Worst Month | -17.23% | -56.44% |
| Best Year | 83.9% | 921.46% |
| Worst Year | -20.78% | -89.19% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.53% | -1.91% |
| Avg. Up Week | 10.29% | 15.92% |
| Avg. Down Week | -3.88% | -6.74% |
| Avg. Up Month | 12.93% | 46.92% |
| Avg. Down Month | -5.7% | -18.78% |
| Win Days % | 49.75% | 50.14% |
| Win Month % | 56.67% | 53.49% |
| Win Week % | 54.35% | 47.03% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 75.0% | 50.0% |